+10.2%
PYPL vs IBB
+86.1%
-75.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.4% |
| 30D | +5.7% | +4.6% | +1.1% | +2.6% |
| 3M | -1.9% | +6.8% | -8.7% | -6.2% |
| 6M | +31.8% | +23.1% | +8.7% | +14.8% |
| YTD | +2.4% | +26.0% | -23.6% | -12.6% |
| 1Y | -8.2% | +30.4% | -38.6% | -23.7% |
| 3Y | +10.2% | +85.4% | -75.2% | -33.2% |
| All | +10.2% | +86.1% | -75.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling